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Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include the prominent generalized method of moments (GMM) which has recently gained attention in causal inference. GMM is a special case of the broader family of empirical likelihood estimators which are based on approximating a population distribution by means of minimizing a $\varphi$-divergence to an empirical distribution. However, the use of $\varphi$-divergences effectively limits the candidate distributions to reweightings of the data samples. We lift this long-standing limitation and provide a method of moments that goes beyond data reweighting. This is achieved by defining an empirical likelihood estimator based on maximum mean discrepancy which we term the kernel method of moments (KMM). We provide a variant of our estimator for conditional moment restrictions and show that it is asymptotically first-order optimal for such problems. Finally, we show that our method achieves competitive performance on several conditional moment restriction tasks.

This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place restrictive assumptions on the constraint functions and the size of the Wasserstein ambiguity sets is often set using costly cross-validation (CV) procedures or conservative measure concentration bounds. In contrast, we propose a practical DRCCP algorithm using kernel maximum mean discrepancy (MMD) ambiguity sets, which we term MMD-DRCCP, to treat general nonlinear constraints without using ad-hoc reformulation techniques. MMD-DRCCP can handle general nonlinear and non-convex constraints with a proven finite-sample constraint satisfaction guarantee of a dimension-independent $\mathcal{O}(\frac{1}{\sqrt{N}})$ rate, achievable by a practical algorithm. We further propose an efficient bootstrap scheme for constructing sharp MMD ambiguity sets in practice without resorting to CV. Our algorithm is validated numerically on a portfolio optimization problem and a tube-based distributionally robust model predictive control problem with non-convex constraints.

In this work, we conducted an empirical comparative study of the performance of text-independent speaker verification in emotional and stressful environments. This work combined deep models with shallow architecture, which resulted in novel hybrid classifiers. Four distinct hybrid models were utilized: deep neural network-hidden Markov model (DNN-HMM), deep neural network-Gaussian mixture model (DNN-GMM), Gaussian mixture model-deep neural network (GMM-DNN), and hidden Markov model-deep neural network (HMM-DNN). All models were based on novel implemented architecture. The comparative study used three distinct speech datasets: a private Arabic dataset and two public English databases, namely, Speech Under Simulated and Actual Stress (SUSAS) and Ryerson Audio-Visual Database of Emotional Speech and Song (RAVDESS). The test results of the aforementioned hybrid models demonstrated that the proposed HMM-DNN leveraged the verification performance in emotional and stressful environments. Results also showed that HMM-DNN outperformed all other hybrid models in terms of equal error rate (EER) and area under the curve (AUC) evaluation metrics. The average resulting verification system based on the three datasets yielded EERs of 7.19%, 16.85%, 11.51%, and 11.90% based on HMM-DNN, DNN-HMM, DNN-GMM, and GMM-DNN, respectively. Furthermore, we found that the DNN-GMM model demonstrated the least computational complexity compared to all other hybrid models in both talking environments. Conversely, the HMM-DNN model required the greatest amount of training time. Findings also demonstrated that EER and AUC values depended on the database when comparing average emotional and stressful performances., Comment: 23 pages, 13 figures

We provide a functional view of distributional robustness motivated by robust statistics and functional analysis. This results in two practical computational approaches for approximate distributionally robust nonlinear optimization based on gradient norms and reproducing kernel Hilbert spaces. Our method can be applied to the settings of statistical learning with small sample size and test distribution shift. As a case study, we robustify scenario-based stochastic model predictive control with general nonlinear constraints. In particular, we demonstrate constraint satisfaction with only a small number of scenarios under distribution shift.

Random features is a powerful universal function approximator that inherits the theoretical rigor of kernel methods and can scale up to modern learning tasks. This paper views uncertain system models as unknown or uncertain smooth functions in universal reproducing kernel Hilbert spaces. By directly approximating the one-step dynamics function using random features with uncertain parameters, which are equivalent to a shallow Bayesian neural network, we then view the whole dynamical system as a multi-layer neural network. Exploiting the structure of Hamiltonian dynamics, we show that finding worst-case dynamics realizations using Pontryagin's minimum principle is equivalent to performing the Frank-Wolfe algorithm on the deep net. Various numerical experiments on dynamics learning showcase the capacity of our modeling methodology., Comment: 9 pages, 5 figures

We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the Wasserstein distance and the maximum mean discrepancy. We adapt the integral operator using supremal convolution in convex analysis to form a novel function majorant used for enforcing robustness. Our method is simple in form and applies to general loss functions and machine learning models. Exploiting a connection with optimal transport, we prove theoretical guarantees for certified robustness under distribution shift. Furthermore, we report experiments with general machine learning models, such as deep neural networks, to demonstrate competitive performance with the state-of-the-art certifiable robust learning algorithms based on the Wasserstein distance.

This work aims at intensifying text-independent speaker identification performance in real application situations such as noisy and emotional talking conditions. This is achieved by incorporating two different modules: a Computational Auditory Scene Analysis CASA based pre-processing module for noise reduction and cascaded Gaussian Mixture Model Convolutional Neural Network GMM-CNN classifier for speaker identification followed by emotion recognition. This research proposes and evaluates a novel algorithm to improve the accuracy of speaker identification in emotional and highly-noise susceptible conditions. Experiments demonstrate that the proposed model yields promising results in comparison with other classifiers when Speech Under Simulated and Actual Stress SUSAS database, Emirati Speech Database ESD, the Ryerson Audio-Visual Database of Emotional Speech and Song RAVDESS database and the Fluent Speech Commands database are used in a noisy environment., Comment: Published in Applied Soft Computing journal

Robot table tennis systems require a vision system that can track the ball position with low latency and high sampling rate. Altering the ball to simplify the tracking using for instance infrared coating changes the physics of the ball trajectory. As a result, table tennis systems use custom tracking systems to track the ball based on heuristic algorithms respecting the real time constrains applied to RGB images captured with a set of cameras. However, these heuristic algorithms often report erroneous ball positions, and the table tennis policies typically need to incorporate additional heuristics to detect and possibly correct outliers. In this paper, we propose a vision system for object detection and tracking that focus on reliability while providing real time performance. Our assumption is that by using multiple cameras, we can find and discard the errors obtained in the object detection phase by checking for consistency with the positions reported by other cameras. We provide an open source implementation of the proposed tracking system to simplify future research in robot table tennis or related tracking applications with strong real time requirements. We evaluate the proposed system thoroughly in simulation and in the real system, outperforming previous work. Furthermore, we show that the accuracy and robustness of the proposed system increases as more cameras are added. Finally, we evaluate the table tennis playing performance of an existing method in the real robot using the proposed vision system. We measure a slight increase in performance compared to a previous vision system even after removing all the heuristics previously present to filter out erroneous ball observations.

An analysis of breast cancer incidences in women and the relationship between ethnicity and survival rate has been an ongoing study with recorded incidences of missing values in the secondary data. In this paper, we study and report the results of breast cancer survival rate by ethnicity, age and income groups from the dataset collected for 53593 patients in South East England between the years 1998 and 2003. In addition to this, we also predict the missing values for the ethnic groups in the dataset. The principle findings in our study suggest that: 1) women of white ethnicity in South East England have a highest percentage of survival rate when compared to the black ethnicity, 2) High income groups have higher survival rates to that of lower income groups and 3) Age groups between 80-95 have lower percentage of survival rate., Comment: The paper analyzes a breast cancer data with missing values, where the missing values of ethnicity are imputed based on a Naive Bayes classifier. Further, the data was analysed from domain purpose as well such as the effect of ethnicity, age, and income on the survival of the breast cancer